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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
-5.1%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$41B
AUM Growth
-$3.23B
Cap. Flow
-$1.04B
Cap. Flow %
-2.54%
Top 10 Hldgs %
14.31%
Holding
2,407
New
233
Increased
1,091
Reduced
839
Closed
232

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$119M
2
VLO icon
Valero Energy
VLO
+$117M
3
CVX icon
Chevron
CVX
+$89.6M
4
BKNG icon
Booking.com
BKNG
+$88.5M
5
MA icon
Mastercard
MA
+$85.2M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$109M
2
MRNA icon
Moderna
MRNA
+$105M
3
GS icon
Goldman Sachs
GS
+$97.9M
4
LEN icon
Lennar Class A
LEN
+$81M
5
EMR icon
Emerson Electric
EMR
+$78.1M

Sector Composition

Rank Sector Weight
1 Technology 19.89%
2 Healthcare 15.51%
3 Financials 11.51%
4 Consumer Discretionary 11.48%
5 Industrials 11.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EAR
2376
DELISTED
Eargo, Inc. Common Stock
EAR
– –
-6,495
Closed -$98K
SPNE
2377
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
– –
-10,689
Closed -$60K
QTNT
2378
DELISTED
Quotient Limited Ordinary Shares
QTNT
– –
-2,068
Closed -$20K
FMTX
2379
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
– –
-34,037
Closed -$235K
GCP
2380
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-30,045
Closed -$940K
MANT
2381
DELISTED
Mantech International Corp
MANT
– –
-9,420
Closed -$899K
CTT
2382
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
– –
-44,975
Closed -$452K
SNP
2383
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-32,834
Closed -$1.47M
ENDP
2384
DELISTED
Endo International plc
ENDP
– –
-6,394,925
Closed -$2.98M
TPTX
2385
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
– –
-14,921
Closed -$1.12M
SAIL
2386
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-28,378
Closed -$1.76M
RDUS
2387
DELISTED
Radius Health, Inc.
RDUS
– –
-164,989
Closed -$1.71M
EPZM
2388
DELISTED
Epizyme, Inc
EPZM
– –
-86,478
Closed -$127K
ACC
2389
DELISTED
American Campus Communities, Inc.
ACC
– –
-26,147
Closed -$1.69M
NPTN
2390
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-15,113
Closed -$238K
MTOR
2391
DELISTED
MERITOR, Inc.
MTOR
– –
-37,832
Closed -$1.37M
WBT
2392
DELISTED
Welbilt, Inc.
WBT
– –
-38,987
Closed -$928K
CNR
2393
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-24,354
Closed -$596K
SAFM
2394
DELISTED
Sanderson Farms Inc
SAFM
– –
-8,091
Closed -$1.74M
NTUS
2395
DELISTED
Natus Medical Inc
NTUS
– –
-25,334
Closed -$830K
PSB
2396
DELISTED
PS Business Parks, Inc.
PSB
– –
-16,053
Closed -$3M
ZOM
2397
DELISTED
Zomedica Corp.
ZOM
– –
-71,096
Closed -$16K
CCMP
2398
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-14,277
Closed -$2.49M
DZSI
2399
DELISTED
DZS Inc. Common Stock
DZSI
– –
-14,128
Closed -$230K
LUNA
2400
DELISTED
Luna Innovations Incorporated
LUNA
– –
-20,645
Closed -$120K
93 94 95
96
97

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AQR Capital Management's Q3 2022 Portfolio in Review

As of Q3 2022, AQR Capital Management held 2,407 positions worth $41B, down 7.3% from $44.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Capital Management's Q3 2022 filing shows 233 new, 1,091 increased, 839 reduced and 232 closed positions. Its largest new stake was Applovin: 596,316 shares worth $11.6M. The largest sale was Allstate, an estimated $109M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.

  • AQR Capital Management's largest Q3 2022 buy was Applovin: 596,316 shares worth $11.6M.
  • AQR Capital Management added most to Tesla in Q3 2022, an estimated $119M increase.
  • AQR Capital Management's biggest Q3 2022 reduction was Allstate, cutting an estimated $109M.
  • AQR Capital Management fully exited Baidu in Q3 2022, selling an estimated $31.3M.
  • AQR Capital Management's ten largest holdings make up 14% of its $41B portfolio in Q3 2022.
  • AQR Capital Management opened 233 new positions and closed 232 in Q3 2022.
  • AQR Capital Management's portfolio value fell 7.3% quarter-over-quarter to $41B.

Based on AQR Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.